List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Likelihood-based estimation of a semiparametric time-dependent jump diffusion model of the short-term interest rate Computational Statistics | 2020-07-28 | Paper |
| Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns Discrete Dynamics in Nature and Society | 2019-02-20 | Paper |
| A test for a parametric form of the volatility in second-order diffusion models Computational Statistics | 2018-02-07 | Paper |
| Local polynomial regression solution for differential equations with initial and boundary values Mathematical Problems in Engineering | 2014-10-13 | Paper |
| Local polynomial regression solution for partial differential equations with initial and boundary values Discrete Dynamics in Nature and Society | 2012-10-19 | Paper |
| Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics Discrete Dynamics in Nature and Society | 2012-08-14 | Paper |
Research outcomes over time
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